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Did you change your update interval? The default value is a little slow (I use 50 ms). Definitely not slower than TS.
For the grid, use the Chart -> Horizontal Grid and Chart -> Vertical Grid menu options. The horizontal grid is the same as the scale increment (right click the scale and select scale). This is something that a couple of us have asked to be changed to be independent of the scale unit. Not sure where vert grid unit is specified (mine just does session boundaries).
I am no expert at SC yet, but it loaded historical bid/ask from IQfeed no problem for the regular Bid Ask studies.
That particular "depth bars" study was realtime only, so it must look at something else to calculate that. Honestly I didn't spend much time on it, I was just curious -- wanted to see working historical bid/ask -- and it does.
Yeah, though I wonder whether they will get it right. There are a number of things that they do all the work but just implement in a not too useful fashion. (Look at volume profile as a great example). It will also need fairly significant changes and 'fixing' of core architecture.....but I guess that's not a discussion for this thread